+175.6%
FN vs VEU
+47.6%
+128.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.1% | -7.2% | -7.2% |
| 7D | +0.3% | +2.1% | -1.8% | -2.3% |
| 30D | -16.5% | -0.9% | -15.6% | -14.4% |
| 3M | -42.1% | -5.4% | -36.7% | -36.2% |
| 6M | -52.9% | -1.8% | -51.1% | -50.1% |
| YTD | -28.0% | +10.9% | -38.9% | -34.7% |
| 1Y | -18.5% | +13.6% | -32.1% | -28.1% |
| 3Y | +93.9% | +69.3% | +24.6% | +7.4% |
| All | +175.6% | +47.6% | +128.1% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VEU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling